CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1554 |
1.1545 |
-0.0009 |
-0.1% |
1.1266 |
| High |
1.1584 |
1.1558 |
-0.0027 |
-0.2% |
1.1611 |
| Low |
1.1554 |
1.1541 |
-0.0013 |
-0.1% |
1.1266 |
| Close |
1.1579 |
1.1551 |
-0.0028 |
-0.2% |
1.1585 |
| Range |
0.0031 |
0.0017 |
-0.0014 |
-44.3% |
0.0345 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
16 |
46 |
30 |
187.5% |
458 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1601 |
1.1593 |
1.1560 |
|
| R3 |
1.1584 |
1.1576 |
1.1556 |
|
| R2 |
1.1567 |
1.1567 |
1.1554 |
|
| R1 |
1.1559 |
1.1559 |
1.1553 |
1.1563 |
| PP |
1.1550 |
1.1550 |
1.1550 |
1.1552 |
| S1 |
1.1542 |
1.1542 |
1.1549 |
1.1546 |
| S2 |
1.1533 |
1.1533 |
1.1548 |
|
| S3 |
1.1516 |
1.1525 |
1.1546 |
|
| S4 |
1.1499 |
1.1508 |
1.1542 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2522 |
1.2398 |
1.1774 |
|
| R3 |
1.2177 |
1.2053 |
1.1679 |
|
| R2 |
1.1832 |
1.1832 |
1.1648 |
|
| R1 |
1.1708 |
1.1708 |
1.1616 |
1.1770 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1518 |
| S1 |
1.1363 |
1.1363 |
1.1553 |
1.1425 |
| S2 |
1.1142 |
1.1142 |
1.1521 |
|
| S3 |
1.0797 |
1.1018 |
1.1490 |
|
| S4 |
1.0452 |
1.0673 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1611 |
1.1442 |
0.0169 |
1.5% |
0.0030 |
0.3% |
65% |
False |
False |
60 |
| 10 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0039 |
0.3% |
83% |
False |
False |
107 |
| 20 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0035 |
0.3% |
83% |
False |
False |
101 |
| 40 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0028 |
0.2% |
83% |
False |
False |
55 |
| 60 |
1.1611 |
1.1261 |
0.0350 |
3.0% |
0.0029 |
0.3% |
83% |
False |
False |
60 |
| 80 |
1.1809 |
1.1261 |
0.0548 |
4.7% |
0.0026 |
0.2% |
53% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1602 |
|
1.618 |
1.1585 |
|
1.000 |
1.1575 |
|
0.618 |
1.1568 |
|
HIGH |
1.1558 |
|
0.618 |
1.1551 |
|
0.500 |
1.1549 |
|
0.382 |
1.1547 |
|
LOW |
1.1541 |
|
0.618 |
1.1530 |
|
1.000 |
1.1524 |
|
1.618 |
1.1513 |
|
2.618 |
1.1496 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1550 |
1.1576 |
| PP |
1.1550 |
1.1567 |
| S1 |
1.1549 |
1.1559 |
|